NPORT-P false 0000809593 XXXXXXXX S000064066 C000207202 C000213183 C000207200 C000207201 C000213182 AMERICAN BEACON FUNDS 811-04984 0000809593 549300EXCES9V5RWB620 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon AHL TargetRisk Fund S000064066 549300OTXTODXR10Y134 2023-12-31 2023-03-31 N 418643934.07 2058919.24 416585014.83 0.00000000 90806482.08000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 34719768.33000000 AUD CAD EUR GBP KRW USD N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 9714820.00000000 PA 10481838.08000000 2.516134211951 Long DBT NUSS FR Y 2 2031-07-25 Fixed 0.10000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 111.00000000 NC USD 643255.61000000 0.154411605578 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM3 Comdty 2023-06-21 13915088.14000000 USD 643255.61000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CFR7 12116040.00000000 PA USD 12346765.39000000 2.963804493793 Long DBT UST US N 2 2027-10-15 Fixed 1.62500000 N N N N N N Euronext N.V. 724500QJ4QSZ3H9QU415 000000000 80.00000000 NC 240603.46000000 0.057756148549 N/A DE FR N 1 Euronext N.V. 724500QJ4QSZ3H9QU415 Long Euronext CAC 40 Index Futures CFJ3 Index 2023-04-21 5645741.60000000 EUR 240603.46000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 75000000.00000000 OU Notional Amount 601761.51000000 0.144451069668 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S39 2I666VDC6 Y sell protection 2028-06-20 25819.68000000 EUR 0.00000000 EUR 75000000.00000000 EUR 573973.62000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -852.93000000 -0.00020474332 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 60000.00000000 CAD 43552.90000000 USD 2023-04-20 -852.93000000 N N N Korea Exchange (Futures Market) N/A 000000000 3.00000000 NC 871.99000000 0.000209318618 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 3 Year Treasury Bond Futures KEM3 Comdty 2023-06-20 313504796.00000000 KRW 871.99000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -55621.95000000 -0.01335188449 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S40 2I65BYEC5 Y buy protection 2028-06-20 0.00000000 USD -36523.58000000 USD 5000000.00000000 USD -19098.37000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 84.00000000 NC 315411.74000000 0.075713654781 N/A DIR CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange 10 Year Canadian Bond Futures CNM3 Comdty 2023-06-21 10170577.52000000 CAD 315411.74000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 128.00000000 NC 4895.32000000 0.001175107079 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX Nikkei 225 Stock Index Futures NIM3 Index 2023-06-08 1794228482.00000000 JPY 4895.32000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 144.00000000 NC -160300.09000000 -0.03847956222 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX (Tokyo Price Index) Futures TPM3 Index 2023-06-08 2906374339.00000000 JPY -160300.09000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount -40117.43000000 -0.00963007035 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S39 2I666VDC6 Y buy protection 2028-06-20 0.00000000 EUR -17234.29000000 EUR 5000000.00000000 EUR -21349.14000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 25000000.00000000 OU Notional Amount 707098.53000000 0.169736909593 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S39 2I667KKC1 Y sell protection 2028-06-20 0.00000000 EUR -66736.24000000 EUR 25000000.00000000 EUR 778922.08000000 N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 45978459.60000000 OU Notional Amount USD -932675.41000000 -0.22388597208 N/A DCO US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Bloomberg Commodity ex-Agriculture & Livestock Capped Index BBUXALC INDEX Y equity-performance leg equity-performance leg 2023-04-04 0.00000000 USD -95.91000000 USD 45978459.60000000 USD -932579.50000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 279.94000000 0.000067198768 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1700000.00000000 HKD 217035.35000000 USD 2023-04-20 279.94000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 84.00000000 NC 145563.66000000 0.034942125812 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng China Enterprises Index Futures HCJ3 Index 2023-04-27 28307732.56000000 HKD 145563.66000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -136213.32000000 -0.03269760436 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11554187.22000000 EUR 12405447.74000000 USD 2023-04-20 -136213.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4.00000000 NC USD 46990.72000000 0.011279983275 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 ESG Index Futures SLBM3 Index 2023-06-16 680969.28000000 USD 46990.72000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 21.00000000 NC USD 13799.30000000 0.003312481128 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX Nifty 50 Index Futures IHJ3 Index 2023-04-27 717735.70000000 USD 13799.30000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1418.55000000 -0.00034051872 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 529838.62000000 USD 70000000.00000000 JPY 2023-04-20 -1418.55000000 N N N Korea Exchange (Futures Market) N/A 000000000 122.00000000 NC 93511.84000000 0.022447240460 N/A DE KR N 1 Korea Exchange (Futures Market) N/A Long KFE KOSPI 200 Index Futures KMM3 Index 2023-06-08 9751111607.00000000 KRW 93511.84000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 95000000.00000000 OU Notional Amount USD 1056817.05000000 0.253685805388 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S40 2I65BYEC5 Y sell protection 2028-06-20 546512.56000000 USD 0.00000000 USD 95000000.00000000 USD 510304.49000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -187008.50000000 -0.04489083700 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11000000.00000000 GBP 13387093.50000000 USD 2023-04-20 -187008.50000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 18.00000000 NC 12310.56000000 0.002955113497 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long STOXX Europe 600 ESG-X Index Futures FSEGM3 Index 2023-06-16 292689.00000000 EUR 12310.56000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 133.00000000 NC USD 804559.55000000 0.193132139025 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNM3 Comdty 2023-06-21 17965065.45000000 USD 804559.55000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD -112698.60000000 -0.02705296541 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 25210.75000000 USD 0.00000000 USD 10000000.00000000 USD -137909.35000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -181551.94000000 -0.04358100592 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 15400000.00000000 EUR 16534602.70000000 USD 2023-04-20 -181551.94000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD 69104.65000000 0.016588366729 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y sell protection 2028-06-20 0.00000000 USD -11244.10000000 USD 5000000.00000000 USD 80348.75000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 380.67000000 0.000091378706 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 9499986.00000000 JPY 72094.72000000 USD 2023-04-20 380.67000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796W47 40000000.00000000 PA USD 39766458.40000000 9.545820657093 Long DBT UST US N 2 2023-05-18 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 8.00000000 NC USD 15919.95000000 0.003821536885 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM3 Comdty 2023-06-30 860142.55000000 USD 15919.95000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZE2 9000000.00000000 PA USD 8956299.96000000 2.149933300806 Long DBT UST US N 2 2023-05-11 None 0.00000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 158.00000000 NC 78788.97000000 0.018913059086 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z M3 Index 2023-06-16 12005898.08000000 GBP 78788.97000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 48.00000000 NC USD 1194685.00000000 0.286780598790 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini NASDAQ 100 Index Futures NQM3 Index 2023-06-16 11574995.00000000 USD 1194685.00000000 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 331.00000000 NC 288263.28000000 0.069196747299 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Long OML Stockholm OMXS30 Index Futures QCJ3 Index 2023-04-21 70385264.50000000 SEK 288263.28000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -56349.30000000 -0.01352648270 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 30932.06000000 USD 0.00000000 USD 5000000.00000000 USD -87281.36000000 N N N FORWARDS STATE STREET COC USD N/A 000000000 440000.00000000 NS USD 440000.00000000 0.105620697897 Long STIV CORP GB N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD 69104.65000000 0.016588366729 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y sell protection 2028-06-20 0.00000000 USD -22738.08000000 USD 5000000.00000000 USD 91842.73000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 18.00000000 NC 269957.38000000 0.064802470177 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXM3 Index 2023-06-16 6860173.40000000 EUR 269957.38000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 72.00000000 NC 329423.78000000 0.079077203517 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EUX Euro-OAT Futures OATM3 Comdty 2023-06-08 9073348.80000000 EUR 329423.78000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 132.00000000 NC USD 1414514.50000000 0.339550019718 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESM3 Index 2023-06-16 25894635.50000000 USD 1414514.50000000 N N N Euronext Eqf, Equities And Indices Derivatives N/A 000000000 36.00000000 NC 212036.65000000 0.050898770347 N/A DE NL N 1 Euronext Eqf, Equities And Indices Derivatives N/A Long Euronext Amsterdam Index Futures EOJ3 Index 2023-04-21 5251995.32000000 EUR 212036.65000000 N N N FORWARDS JP MORGAN COC N/A 000000000 8050000.00000000 NS USD 8050000.00000000 1.932378677443 Long STIV CORP US N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5894.54000000 -0.00141496688 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 500000.00000000 EUR 536837.75000000 USD 2023-04-20 -5894.54000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD -112698.60000000 -0.02705296541 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 19477.40000000 USD 0.00000000 USD 10000000.00000000 USD -132176.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3.00000000 NC USD 4341.97000000 0.001042277049 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM3 Comdty 2023-06-30 615017.41000000 USD 4341.97000000 N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 000000000 8590260.00000000 PA 11041802.29000000 2.650551963446 Long DBT NUSS GB Y 2 2031-08-10 Fixed 0.12500000 N N N N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 33.00000000 NC 157503.40000000 0.037808225066 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng Index Futures HIJ3 Index 2023-04-27 32557256.22000000 HKD 157503.40000000 N N N Italian Derivatives Market N/A 000000000 39.00000000 NC 184645.06000000 0.044323500228 N/A DE IT N 1 Italian Derivatives Market N/A Long FTSE/MIB Index Futures STM3 Index 2023-06-16 5027967.33000000 EUR 184645.06000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 19429.73000000 0.004664049187 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 735456.08000000 USD 100000000.00000000 JPY 2023-04-20 19429.73000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 257.00000000 NC 603626.74000000 0.144898812610 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGM3 Index 2023-06-16 10395174.44000000 EUR 603626.74000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 130.00000000 NC 669562.16000000 0.160726415056 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXM3 Comdty 2023-06-08 17042915.57000000 EUR 669562.16000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 128.00000000 NC 54360.20000000 0.013049005140 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX MSCI Singapore Index Futures QZJ3 Index 2023-04-27 3847725.40000000 SGD 54360.20000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 841.59000000 0.000202021188 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1084623.00000000 USD 1000000.00000000 EUR 2023-04-20 841.59000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 5000000.00000000 OU Notional Amount USD -56349.30000000 -0.01352648270 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 41675.83000000 USD 0.00000000 USD 5000000.00000000 USD -98025.13000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD 138209.30000000 0.033176733458 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y sell protection 2028-06-20 13985.33000000 USD 0.00000000 USD 10000000.00000000 USD 124223.97000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796Z44 50000000.00000000 PA USD 49059576.50000000 11.77660615565 Long DBT UST US N 2 2023-08-24 None 0.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 90.00000000 NC 214411.71000000 0.051468896471 N/A DE AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE S&P ASX Share Price Index 200 Futures XPM3 Index 2023-06-15 15859613.16000000 AUD 214411.71000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD 138209.30000000 0.033176733458 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y sell protection 2028-06-20 12736.64000000 USD 0.00000000 USD 10000000.00000000 USD 125472.66000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZF9 30000000.00000000 PA USD 29799366.60000000 7.153249766355 Long DBT UST US N 2 2023-05-25 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2913.46000000 0.000699367451 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 756911.75000000 USD 700000.00000000 EUR 2023-04-20 2913.46000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 13.00000000 NC 116027.20000000 0.027851985997 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 30 Year Euro BUXL Futures UBM3 Comdty 2023-06-08 1724385.20000000 EUR 116027.20000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 90.00000000 NC 447632.46000000 0.107452847333 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKM3 Comdty 2023-06-08 9969486.10000000 EUR 447632.46000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 399.00000000 NC USD 1288103.86000000 0.309205519676 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYM3 Comdty 2023-06-21 44565724.27000000 USD 1288103.86000000 N N N ICE Futures Europe - Financial Products Division N/A 000000000 78.00000000 NC 247490.06000000 0.059409256499 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Long Long Gilt Futures G M3 Comdty 2023-06-28 7861138.21000000 GBP 247490.06000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 61.00000000 NC USD 6701.28000000 0.001608622432 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX FTSE Taiwan Index Futures TWTJ3 Index 2023-04-27 3380018.72000000 USD 6701.28000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD -112698.60000000 -0.02705296541 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y buy protection 2027-12-20 18478.56000000 USD 0.00000000 USD 10000000.00000000 USD -131177.16000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 20144.79000000 0.004835697224 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 456573000.00000000 JPY 3466749.58000000 USD 2023-04-20 20144.79000000 N N N Korea Exchange (Futures Market) N/A 000000000 91.00000000 NC 26364.92000000 0.006328821023 N/A DIR KR N 1 Korea Exchange (Futures Market) N/A Long KFE 10 Year Treasury Bond Futures KAAM3 Comdty 2023-06-20 10326026827.00000000 KRW 26364.92000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZQ5 54000000.00000000 PA USD 53446280.22000000 12.82962140196 Long DBT UST US N 2 2023-06-22 None 0.00000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 5.00000000 NC 3177.29000000 0.000762699061 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 3 Year Australian Bond Futures YMM3 Comdty 2023-06-15 539334.30000000 AUD 3177.29000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2267.34000000 -0.00054426825 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1200000.00000000 SEK 113455.53000000 USD 2023-04-20 -2267.34000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 40000000.00000000 OU Notional Amount USD 450794.40000000 0.108211861673 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S39 2I65BRZH6 Y sell protection 2027-12-20 688819.48000000 USD 0.00000000 USD 40000000.00000000 USD -238025.08000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 173.00000000 NC 267445.95000000 0.064199608838 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMM3 Comdty 2023-06-15 20860030.44000000 AUD 267445.95000000 N N N South African Futures Exchange N/A 000000000 39.00000000 NC 26682.05000000 0.006404947141 N/A DE ZA N 1 South African Futures Exchange N/A Long SAFEX FTSE/JSE Top 40 Index Futures AIM3 Index 2023-06-15 27307853.65000000 ZAR 26682.05000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 4.00000000 NC 11818.84000000 0.002837077566 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long CME 1 Year Mid-Curve 3 Month Eurodollar Option OEM3 Comdty 2023-06-08 460641.60000000 EUR 11818.84000000 N N N The Montreal Exchange / Bourse De Montreal N/A 000000000 92.00000000 NC 91356.58000000 0.021929876675 N/A DE CA N 1 The Montreal Exchange / Bourse De Montreal N/A Long Montreal Exchange S&P/TSX 60 Index Futures PTM3 Index 2023-06-15 22125642.57000000 CAD 91356.58000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CEZ0 17499970.00000000 PA USD 16706319.06000000 4.010302450945 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796ZP7 75000000.00000000 PA USD 74373137.25000000 17.85305150266 Long DBT UST US N 2 2023-06-08 None 0.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1336.57000000 -0.00032083967 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 25000000.00000000 JPY 187384.88000000 USD 2023-04-20 -1336.57000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3474.59000000 0.000834065047 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 539257.70000000 USD 500000.00000000 EUR 2023-04-20 3474.59000000 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 000000000 403.00000000 NC USD 93864.70000000 0.022531943458 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Long SGX FTSE China A50 Futures Contract XUJ3 Index 2023-04-27 5268453.30000000 USD 93864.70000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796CU1 40000000.00000000 PA USD 39924146.00000000 9.583673098825 Long DBT UST US N 2 2023-04-18 None 0.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD 138209.30000000 0.033176733458 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y sell protection 2028-06-20 19979.05000000 USD 0.00000000 USD 10000000.00000000 USD 118230.25000000 N N N DEUTSCHLAND I/L BOND 529900AQBND3S6YJLY83 000000000 11483000.00000000 PA 12692856.37000000 3.046882609346 Long DBT NUSS DE Y 2 2033-04-15 Fixed 0.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 3177930.00000000 PA USD 3025923.16000000 0.726363899871 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -21663.09000000 -0.00520016064 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1000000.00000000 EUR 1063801.50000000 USD 2023-04-20 -21663.09000000 N N N 2023-04-27 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer XXXX